A Hybrid Approach of Optimization and Sampling for Robust Portfolio Selection

DOI10.1007/978-3-319-42902-1_43zbMath1375.90232OpenAlexW2591740586MaRDI QIDQ4596233

Hirotaka Ono, Omar Rifki

Publication date: 1 December 2017

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-42902-1_43

Mathematics Subject Classification ID

Stochastic programming (90C15) Financial applications of other theories (91G80) Portfolio theory (91G10)

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